Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chua, Chew Lian, Gunawan, David, Suardi, Sandy
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.02217